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Fit Analyses

Scale Parameter

A scale parameter is related to the dispersion parameter \phi and is given by

Normal
{{\sigma} = \sqrt{\phi}}

Inverse Gaussian
{{\sigma} = \sqrt{\phi}}

Gamma
{{\nu} = 1 / \phi}

Poisson
1

Binomial
1

The scale parameter is 1 for Poisson and binomial distributions. SAS/INSIGHT software provides different scale parameter estimates for normal, inverse Gaussian, and gamma distributions:

MLE
the maximum-likelihood estimate

Deviance
the mean deviance

Pearson
the mean Pearson \chi^2

Constant
the value in the Constant entry field

When maximum-likelihood estimation is used, the Hessian H and the gradient u also include the term for the scale parameter.


Note
You can request an exponential distribution for the response variable by specifying a gamma distribution with scale parameter set to 1.

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